-13.3%
IBM vs LHX
-8.3%
-5.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.7% |
| 7D | +0.4% | -0.3% | +0.8% | +0.3% |
| 30D | +14.8% | +9.7% | +5.1% | +12.7% |
| 3M | +8.9% | -8.5% | +17.5% | +10.4% |
| 6M | +12.4% | -15.1% | +27.5% | +15.2% |
| YTD | -12.4% | -10.4% | -2.0% | -12.6% |
| 1Y | -13.3% | -9.3% | -4.0% | -13.6% |
| All | -13.3% | -8.3% | -5.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling